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Variational approximation has been widely used in large-scale Bayesian inference recently, the simplest kind of which involves imposing a mean field assumption to approximate complicated latent structures. Despite the computational…

Statistics Theory · Mathematics 2019-05-21 Purnamrita Sarkar , Y. X. Rachel Wang , Soumendu Sundar Mukherjee

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

Batch Normalization (BatchNorm) is a widely adopted technique that enables faster and more stable training of deep neural networks (DNNs). Despite its pervasiveness, the exact reasons for BatchNorm's effectiveness are still poorly…

Machine Learning · Statistics 2019-04-16 Shibani Santurkar , Dimitris Tsipras , Andrew Ilyas , Aleksander Madry

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Most leading implementations of black-box variational inference (BBVI) are based on optimizing a stochastic evidence lower bound (ELBO). But such approaches to BBVI often converge slowly due to the high variance of their gradient estimates…

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

Knowing the uncertainty associated with the output of a deep neural network is of paramount importance in making trustworthy decisions, particularly in high-stakes fields like medical diagnosis and autonomous systems. Monte Carlo Dropout…

Computer Vision and Pattern Recognition · Computer Science 2025-05-22 Hamzeh Asgharnezhad , Afshar Shamsi , Roohallah Alizadehsani , Arash Mohammadi , Hamid Alinejad-Rokny

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

Batch Normalization (BN) is a milestone technique in the development of deep learning, enabling various networks to train. However, normalizing along the batch dimension introduces problems --- BN's error increases rapidly when the batch…

Computer Vision and Pattern Recognition · Computer Science 2018-06-13 Yuxin Wu , Kaiming He

A key component of most neural network architectures is the use of normalization layers, such as Batch Normalization. Despite its common use and large utility in optimizing deep architectures, it has been challenging both to generically…

Machine Learning · Computer Science 2020-02-17 Cecilia Summers , Michael J. Dinneen

Batch normalization (batch norm) is often used in an attempt to stabilize and accelerate training in deep neural networks. In many cases it indeed decreases the number of parameter updates required to achieve low training error. However, it…

Machine Learning · Computer Science 2019-05-31 Angus Galloway , Anna Golubeva , Thomas Tanay , Medhat Moussa , Graham W. Taylor

Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This…

Machine Learning · Computer Science 2012-07-03 John Paisley , David Blei , Michael Jordan

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give…

Machine Learning · Statistics 2019-06-28 Andrew Y. K. Foong , Yingzhen Li , José Miguel Hernández-Lobato , Richard E. Turner

Monte Carlo sampling has become a major vehicle for approximate inference in Bayesian networks. In this paper, we investigate a family of related simulation approaches, known collectively as quasi-Monte Carlo methods based on deterministic…

Artificial Intelligence · Computer Science 2013-01-18 Jian Cheng , Marek J. Druzdzel

Batch normalization was introduced in 2015 to speed up training of deep convolution networks by normalizing the activations across the current batch to have zero mean and unity variance. The results presented here show an interesting aspect…

Computer Vision and Pattern Recognition · Computer Science 2018-02-22 Mohamed Hajaj , Duncan Gillies

Deep convolutional neural networks are known to be unstable during training at high learning rate unless normalization techniques are employed. Normalizing weights or activations allows the use of higher learning rates, resulting in faster…

Machine Learning · Computer Science 2019-12-02 Brendan Ruff , Taylor Beck , Joscha Bach

Batch Normalization is quite effective at accelerating and improving the training of deep models. However, its effectiveness diminishes when the training minibatches are small, or do not consist of independent samples. We hypothesize that…

Machine Learning · Computer Science 2017-03-31 Sergey Ioffe

We develop a mean field theory for batch normalization in fully-connected feedforward neural networks. In so doing, we provide a precise characterization of signal propagation and gradient backpropagation in wide batch-normalized networks…

Neural and Evolutionary Computing · Computer Science 2019-03-07 Greg Yang , Jeffrey Pennington , Vinay Rao , Jascha Sohl-Dickstein , Samuel S. Schoenholz

MCMC methods are used in Bayesian statistics not only to sample from posterior distributions but also to estimate expectations. Underlying functions are most often defined on a continuous state space and can be unbounded. We consider a…

Methodology · Statistics 2009-07-29 Krzysztof Latuszynski , Blazej Miasojedow , Wojciech Niemiro